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An acceleration scheme for deep learning-based BSDE solver using weak expansions
Translated title of the contribution
:
An acceleration scheme for deep learning-based BSDE solver using weak expansions
Riu Naito
, Toshihiro Yamada
Department of Economics
Research output
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Keyphrases
Acceleration Schemes
100%
Backward Stochastic Differential Equation
100%
Communicating Mathematics
25%
Deep Learning Methods
100%
Differential Equation Solver
100%
Loss Function
25%
Nonlinear Partial Differential Equations
25%
Number of Iterations
25%
Numerical Methods
25%
Parabolic Partial Differential Equations
25%
Relative Error
25%
Weak Approximation
25%
Weinan
25%
Mathematics
Deep Learning Method
100%
Iteration Step
25%
Loss Function
25%
Mathematics
25%
Numerical Methods
25%
Parabolic
25%
Partial Differential Equation
50%
Relative Error
25%
Statistics
25%
Stochastic Differential Equation
100%
Weak Approximation
25%